We are grateful to two anonymous referees for useful comments. We are also grateful to participants at the 17th African Econometric Society meeting and seminar participants at National University of Singapore, Kyoto University, Queen's University Belfast and Hitotsubashi University. All errors are our responsibility. This research was supported by JSPS and BA under the Japan-Britain Research Cooperative Program, by the Seimei Foundation, the Ministry of Education, Culture, Sports, Science and Technology under Grants-in-Aid No. 23243038 and by the Global COE program of the Research Unit for Statistical and Empirical Analysis in Social Sciences, Hitotsubashi University.
Synergy between an Improved Covariate Unit Root Test and Cross-sectionally Dependent Panel Data Unit Root Tests
Version of Record online: 8 AUG 2014
© 2014 The University of Manchester and John Wiley & Sons Ltd
The Manchester School
Volume 83, Issue 6, pages 676–700, December 2015
How to Cite
Hadri, K., Kurozumi, E. and Yamazaki, D. (2015), Synergy between an Improved Covariate Unit Root Test and Cross-sectionally Dependent Panel Data Unit Root Tests. The Manchester School, 83: 676–700. doi: 10.1111/manc.12080
- Issue online: 25 SEP 2015
- Version of Record online: 8 AUG 2014
- Manuscript Accepted: 11 JUN 2014
- Manuscript Received: 19 NOV 2013
- Seimei Foundation
- Ministry of Education, Culture, Sports, Science and Technology. Grant Number: 23243038
- Research Unit for Statistical and Empirical Analysis in Social Sciences, Hitotsubashi University
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